Generated at 15:23 on Wednesday 05/06/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-20,835,671 |
| 0 |
27 |
-54,357 |
| 1 |
551 |
20,216,666 |
|
target_notional |
| target_notional |
-673,362 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
822,203 |
-673,362 |
3,319,069 |
43,852,660 |
897,641 |
0.019 |
-0.015 |
0.076 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,354,405 |
| 0 |
-65,599 |
| 1 |
18,242,207 |
|
alpha_notional |
| alpha_notional |
3,319,069 |
|
alpha_notional |
| pos_sign |
|
| -1 |
767,292 |
| 0 |
-569 |
| 1 |
2,552,346 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
80 |
-1,049,752 |
3,058,064 |
269,324 |
-0.343 |
0.070 |
| CHN |
448 |
-765,940 |
10,819,785 |
579,470 |
-0.071 |
0.247 |
| HKG |
163 |
263,339 |
7,176,283 |
380,959 |
0.037 |
0.164 |
| IDN |
14 |
227,518 |
227,518 |
51,818 |
1.000 |
0.005 |
| JPN |
349 |
-685,885 |
16,222,087 |
444,705 |
-0.042 |
0.370 |
| KOR |
1 |
15,414 |
15,414 |
8,412 |
1.000 |
0.000 |
| MYS |
11 |
622,033 |
622,033 |
107,458 |
1.000 |
0.014 |
| NZL |
1 |
-162,518 |
162,518 |
44,296 |
-1.000 |
0.004 |
| PHL |
8 |
167,825 |
167,828 |
58,919 |
1.000 |
0.004 |
| SGP |
13 |
-741,254 |
741,254 |
145,251 |
-1.000 |
0.017 |
| THA |
17 |
1,049,673 |
1,049,673 |
209,970 |
1.000 |
0.024 |
| TWN |
78 |
386,187 |
3,590,203 |
290,527 |
0.108 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,053,908 |
| 0 |
1 |
0 |
| 1 |
25 |
1,004,156 |
| CHN |
-1 |
256 |
-5,015,221 |
| 0 |
8 |
-54,357 |
| 1 |
184 |
4,303,638 |
| HKG |
-1 |
73 |
-2,806,774 |
| 0 |
2 |
0 |
| 1 |
88 |
3,070,112 |
| IDN |
1 |
14 |
227,518 |
| JPN |
-1 |
165 |
-8,453,986 |
| 0 |
14 |
0 |
| 1 |
170 |
7,768,101 |
| KOR |
1 |
1 |
15,414 |
| MYS |
1 |
11 |
622,033 |
| NZL |
-1 |
1 |
-162,518 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
167,827 |
| SGP |
-1 |
13 |
-741,254 |
| THA |
1 |
17 |
1,049,673 |
| TWN |
-1 |
43 |
-1,602,008 |
| 0 |
1 |
0 |
| 1 |
34 |
1,988,195 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,053,908 |
-2,053,908 |
-1,566,381 |
0.80 |
-0.060 |
-0.048 |
155,193 |
| 0 |
1 |
0 |
0 |
0 |
1.98 |
-0.254 |
-0.254 |
0 |
| 1 |
25 |
1,004,156 |
1,004,156 |
513,173 |
0.44 |
0.033 |
0.039 |
52,462 |
| CHN |
-1 |
256 |
-5,015,221 |
-5,015,221 |
-5,731,254 |
1.34 |
-0.086 |
-0.083 |
384,560 |
| 0 |
8 |
-54,357 |
-54,357 |
-65,599 |
1.40 |
-0.102 |
-0.082 |
-569 |
| 1 |
184 |
4,303,638 |
4,303,638 |
4,469,880 |
1.19 |
0.029 |
0.034 |
543,088 |
| HKG |
-1 |
73 |
-2,806,774 |
-2,806,774 |
-3,313,445 |
1.39 |
0.032 |
0.047 |
21,014 |
| 0 |
2 |
0 |
0 |
0 |
1.42 |
0.116 |
0.116 |
0 |
| 1 |
88 |
3,070,112 |
3,070,112 |
4,283,686 |
1.34 |
0.145 |
0.150 |
572,698 |
| IDN |
1 |
14 |
227,518 |
227,518 |
45,129 |
0.29 |
0.120 |
0.121 |
24,702 |
| JPN |
-1 |
165 |
-8,453,986 |
-8,453,986 |
-5,092,675 |
0.68 |
-0.018 |
-0.014 |
250,933 |
| 0 |
14 |
0 |
0 |
0 |
1.08 |
0.063 |
0.075 |
0 |
| 1 |
170 |
7,768,101 |
7,768,101 |
6,093,915 |
0.89 |
0.096 |
0.095 |
820,660 |
| KOR |
1 |
1 |
15,414 |
15,414 |
13,017 |
0.84 |
0.099 |
0.099 |
1,526 |
| MYS |
1 |
11 |
622,033 |
622,033 |
277,488 |
0.35 |
0.065 |
0.072 |
74,436 |
| NZL |
-1 |
1 |
-162,518 |
-162,518 |
-69,603 |
0.43 |
-0.140 |
-0.140 |
22,795 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.068 |
0.068 |
-0 |
| 1 |
7 |
167,827 |
167,827 |
59,165 |
0.38 |
0.076 |
0.079 |
18,879 |
| SGP |
-1 |
13 |
-741,254 |
-741,254 |
-529,501 |
0.69 |
-0.028 |
-0.023 |
11,734 |
| THA |
1 |
17 |
1,049,673 |
1,049,673 |
406,483 |
0.55 |
0.139 |
0.142 |
191,650 |
| TWN |
-1 |
43 |
-1,602,008 |
-1,602,008 |
-1,051,546 |
0.72 |
0.018 |
0.027 |
-78,936 |
| 0 |
1 |
0 |
0 |
0 |
1.12 |
0.138 |
0.138 |
0 |
| 1 |
34 |
1,988,195 |
1,988,195 |
2,080,270 |
1.07 |
0.134 |
0.129 |
252,245 |